+1,352.3%
LSCC vs EL
+60.9%
+1,291.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | +5.0% | +7.6% | -2.6% | +1.5% |
| 30D | -11.7% | +15.7% | -27.4% | -18.3% |
| 3M | -13.3% | +30.5% | -43.8% | -25.9% |
| 6M | -12.5% | +32.5% | -45.1% | -26.8% |
| YTD | +51.2% | +9.4% | +41.7% | +35.5% |
| 1Y | +65.9% | +28.4% | +37.5% | +35.9% |
| 3Y | +95.3% | +4.4% | +90.9% | +60.8% |
| 5Y | +38.6% | -64.5% | +103.1% | +120.3% |
| 10Y | +1,352.3% | +64.9% | +1,287.5% | +1,305.1% |
| All | +1,352.3% | +60.9% | +1,291.5% | +1,305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling